2015 OPR After Week Three Events

[Ether]

Originally Posted by Citrus Dad

Or have you tried R?

Are you an R power user?

Perhaps you could answer this question for me.

Note: The question is specifically how to do the LAD computation using R. I have already successfully used AMPL & GAMS (MINOS, Gurobi, MOSEK, OOQP), Python (CVXOPT), and Octave (GLPK); I'd like to compare R's performance.

[Citrus Dad]

Originally Posted by Ether

Are you an R power user?

Perhaps you could answer this question for me.

Note: The question is specifically how to do the LAD computation using R. I have already successfully used AMPL & GAMS (MINOS, Gurobi, MOSEK, OOQP), Python (CVXOPT), and Octave (GLPK); I'd like to compare R's performance.

Unfortunately, my partner is the R power user. He extols its virtues and I'm passing them along. I have used STATA and I think it could easily handle the matrix and exceptions that Ed is facing.

[Ether]

Originally Posted by Citrus Dad

I have used STATA and I think it could easily handle the matrix and exceptions that Ed is facing.

Is there a STATA plugin for Excel? If not, I am almost certain Ed has no interest in starting all over with a new tool. What he's seeking is a way to make the memory requirements and computation time reasonable with what he already has.

That is why I did not suggest that he switch to Octave, which is free, and easy to use, and very fast (see my previous post).

I made three suggestions:

1) Find out if VBA now supports sparse matrices. If so, that is arguably the best solution.

2) Make the A an N matrices integers and do integer matrix multiply (if VBA supports it) to create N=A'*A . If that works, it would be a fairly simple fix.

3) Generate the N matrix directly from the raw match results data, without incrementing the appropriate 4 matrix elements (2 for each alliance partner) for each surrogate team. This involves more coding, but it would avoid the A'*A computation that is presently taking so much time in the spreadsheet.